Problem with exporting a proxy object (to collada .dae) including texture, material and animation
Ok i solved it by myself. The texture problem can be solved, by copying all necessary files (*Specular.png, *Opacity.png, *Diffuse.png ...) by hand to the same destination like the *.dae will be stored and disable the "Copy"  and enable "Include Material Textures" checkbox in the collada export settings. 

The animation only works, if i set the body object to local (so its assignable to the proxy armature). The mesh, materials and textures are still linked, so i'm still able to change them in my origin blend file.